| Mean | Med. | Max. | Min. | St.De. | Ske. | Kur. | P | |
| Panel A: 2003:10 to 2015:10, monthly | ||||||||
| UK | 0.97 | 1.10 | 14.35 | −19.51 | 5.53 | −0.60 | 4.65 | 0.00 |
| Global ME | 0.66 | 1.24 | 11.42 | −19.46 | 4.50 | −0.87 | 5.51 | 0.00 |
| Global SMB | 0.04 | −0.16 | 3.84 | −3.52 | 1.51 | 0.04 | 2.60 | 0.50 |
| Global HML | 0.10 | 0.10 | 4.34 | −4.79 | 1.58 | −0.12 | 3.44 | 0.40 |
| Global WML | 0.48 | 0.66 | 9.22 | −23.89 | 3.40 | −2.80 | 20.74 | 0.00 |
| US ME | 0.69 | 1.35 | 11.35 | −17.23 | 4.19 | −0.72 | 4.94 | 0.00 |
| US SMB | 0.12 | −0.03 | 5.79 | −4.25 | 2.29 | 0.15 | 2.50 | 0.29 |
| US HML | 0.09 | −0.03 | 7.65 | −9.67 | 2.31 | −0.33 | 5.30 | 0.00 |
| US WML | 0.13 | 0.35 | 12.45 | −34.58 | 4.66 | −2.98 | 23.28 | 0.00 |